The CME Swap Data Repository (SDR) is a registered U.S. swap data repository
that allows market participants to fulfil their public disclosure obligations
under U.S. legislation. CME is required to make publicly available price,
trading volume and other trading data. It publishes this data on an FTP site.
Column specs are inferred from all records in the file (i.e. guess_max
is
set to Inf
when calling readr::read_csv).
cme(date, asset_class, show_col_types = FALSE)
the date for which data is required as Date or DateTime object.
It will only use the year, month and day elements to determine the set of
trades to return. It will return the set of trades for the day starting on
date
.
the asset class for which you would like to download trade
data. Valid inputs are "IR"
(rates), "FX"
(foreign exchange), "CO"
(commodities). This must be a string.
if FALSE
(default), do not show the guessed column
types. If TRUE
always show the column types, even if they are supplied.
If NULL
only show the column types if they are not explicitly supplied by
the col_types argument.
a tibble containing the requested data, or an empty tibble if data is unavailable
# NOT RUN {
cme(as.Date("2015-05-06"), "CO")
# }
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